Estimation of Multiple Linear Regression Model with Twice-Censored Data |
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Authors: | Pao-Sheng Shen |
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Institution: | 1. Department of Statistics, Tunghai University, Taichung, Taiwanpsshen@thu.edu.tw |
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Abstract: | In this article, we propose three M-estimators for multiple regression model when response variable is subject to twice censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to construct interval estimators. |
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Keywords: | Left-censoring M-estimators Right-censoring |
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